People take what the want. For me it was a 'yay Rollo get's Lelouch back with a bit of mindfuck of his own!' thing. Lulu promised Rollo a future as his brother, Rollo was reminding him of that. The gay comes from that and some see it as blatant. If you can't see it at all, with all the other things they do for fangirls in this show, I don't know where you are looking.
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